Strategieanalyse / ETHUSDC · 5m
RRomeo
RSI-Rückkehr zum Mittelwert · Version 1.1.0
Kapitalentwicklung
Romeo NAV-Kurve
Letzte Begründung
Auslassen · NO_DEEP_MEAN_REVERSION_ENTRY
No mean-reversion entry clears the stricter 1.1 thresholds.
rsi65.17123287671232876712328767
close2695.860000000000000000
sma mean2691.054000000000000000
discount to mean-0.0017827335247379314949589370
minimum net edge0.003
required discount0.006
assumed round trip cost0.003
Audit-Trail
Letzte 20 Entscheidungen
| Zeit | Aktion | Begründung | Erwartete Gebühr | Erwartete Slippage |
|---|---|---|---|---|
| 2026-09-25 01:05:44.133598+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 01:00:45.325077+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:58:22.137208+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:51:27.690378+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:46:27.676814+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:41:22.734465+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:36:29.429242+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:30:58.887117+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:26:05.647493+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:21:09.390691+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:15:40.638159+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:10:40.580474+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:05:46.728115+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-25 00:00:49.339083+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-24 23:55:55.725195+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-24 23:51:09.194666+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-24 23:45:46.426679+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-24 23:40:55.930232+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-24 23:36:00.872830+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
| 2026-09-24 23:31:06.239712+00:00 | Auslassen | NO_DEEP_MEAN_REVERSION_ENTRYNo mean-reversion entry clears the stricter 1.1 thresholds. | 0.0000 | 0.0000 |
Ausführung
Letzte Orders
| Ausgeführt | Seite | Status | Referenz | Ausführung | Gebühr | Slippage |
|---|---|---|---|---|---|---|
| 2026-09-24 18:56:02.624059+00:00 | Verkauf | Ausgeführt | 2690.99 | 2689.64 | 0.0252 | 0.0126 |
| 2026-09-24 18:05:38.284338+00:00 | Kauf | Ausgeführt | 2660.96 | 2662.29 | 0.0250 | 0.0125 |
| 2026-09-24 11:11:19.121228+00:00 | Verkauf | Ausgeführt | 2650.40 | 2649.07 | 0.0248 | 0.0124 |
| 2026-09-24 08:45:08.818389+00:00 | Kauf | Ausgeführt | 2669.00 | 2670.33 | 0.0250 | 0.0125 |
| 2026-09-23 15:31:06.170932+00:00 | Verkauf | Ausgeführt | 2674.41 | 2673.07 | 0.0249 | 0.0125 |
| 2026-09-23 14:15:14.623570+00:00 | Kauf | Ausgeführt | 2676.12 | 2677.46 | 0.0250 | 0.0125 |
| 2026-09-21 03:06:02.073862+00:00 | Verkauf | Ausgeführt | 2667.82 | 2666.49 | 0.0251 | 0.0126 |
| 2026-09-21 01:55:25.540012+00:00 | Kauf | Ausgeführt | 2652.37 | 2653.70 | 0.0250 | 0.0125 |
| 2026-09-20 08:05:57.463611+00:00 | Verkauf | Ausgeführt | 2582.56 | 2581.27 | 0.0249 | 0.0125 |
| 2026-09-20 02:45:57.554291+00:00 | Kauf | Ausgeführt | 2588.98 | 2590.27 | 0.0250 | 0.0125 |
| 2026-09-17 20:25:44.895179+00:00 | Verkauf | Ausgeführt | 2457.25 | 2456.02 | 0.0250 | 0.0125 |
| 2026-09-17 18:40:52.292560+00:00 | Kauf | Ausgeführt | 2448.55 | 2449.77 | 0.0250 | 0.0125 |
| 2026-09-17 14:16:09.762343+00:00 | Verkauf | Ausgeführt | 2478.13 | 2476.89 | 0.0254 | 0.0127 |
| 2026-09-17 13:40:33.397798+00:00 | Kauf | Ausgeführt | 2432.40 | 2433.62 | 0.0250 | 0.0125 |
| 2026-09-16 23:21:25.994529+00:00 | Verkauf | Ausgeführt | 2407.25 | 2406.05 | 0.0251 | 0.0126 |
| 2026-09-16 22:05:48.857039+00:00 | Kauf | Ausgeführt | 2390.20 | 2391.40 | 0.0250 | 0.0125 |
| 2026-09-15 20:01:12.872696+00:00 | Verkauf | Ausgeführt | 2414.74 | 2413.53 | 0.0252 | 0.0126 |
| 2026-09-15 18:45:22.596879+00:00 | Kauf | Ausgeführt | 2386.07 | 2387.26 | 0.0250 | 0.0125 |
| 2026-09-15 16:01:05.600442+00:00 | Verkauf | Ausgeführt | 2423.57 | 2422.36 | 0.0248 | 0.0124 |
| 2026-09-15 13:41:03.157534+00:00 | Kauf | Ausgeführt | 2439.24 | 2440.46 | 0.0250 | 0.0125 |